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Bernard Dumas

6 published titles

How long do unilateral target zones last?

1 edition

  • Centre for Economic Policy Research
  • 1992
  • Details

Financial securities : market equilibrium and pricing methods

1 edition

  • ISBN: 0538847778
  • South-Western College Publishing
  • 1996
  • Details

What can rational investors do about excessive volatility and sentiment fluctuations?

1 edition

  • Centre for Economic Policy Research
  • 2005
  • Details

Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

1 edition

  • Centre for Economic Policy Research
  • 2007
  • Details

Incomplete-market equilibria solved recursively on an event tree

1 edition

  • Centre for Economic Policy Research
  • 2009
  • Details

Financial-market equilibrium with friction

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2013
  • Details

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